Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
79,386 na dokumento
This Chinese-language post describes a simple stock screen: select shares with an amplitude above 1, listed for more than a year, and remove those that hit the daily price limit on the previous day. It presents range as a measure related to price movement…
This post describes a stock screen combining three conditions: daily high-low range above 1% of the prior close, a code beginning with 60, and a 2019 dividend ratio above 25%. It explains the range filter as a way to select more volatile stocks, the code…
The article explains why implied volatility is an option price input solved from a pricing model, rather than a direct forecast of future realized volatility. It recommends assessing current IV against its own history and reading it alongside the shape of…
This MetaTrader indicator identifies supply and demand zones by finding sharp price moves relative to ATR, then marking the preceding base candle. It can measure total range or net body movement across a multi-candle window, merge nearby zones of the same…
The author recounts developing and repeatedly revising a set of strategies, then lays out a research-to-deployment process. It begins by defining intended capital capacity, trading costs and order size, the balance between win rate and payoff, training data…
This stock-selection approach ranks candidates by capital strength, described through activity measures such as turnover and volume ratio, and combines that ranking with two price filters: the 20-day moving average must be above the 120-day average, while…
This document describes a forex indicator that compares a fast moving average with a slower moving average. It generates a buy signal when the fast average crosses above the slow average, and a sell signal when it crosses below; signals are evaluated at bar…
This screen selects listed stocks outside the Beijing A-share market with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. The article frames the market-value range as a way to focus on stocks with a chosen size…
The article describes a short-term stock screen based on daily price movement and trading activity. It selects stocks with amplitude above 1, a daily percentage change between −5% and −4%, and a volume ratio above 1.5 but below 6. The proposed interpretation…
This stock screen combines turnover between 3% and 12%, membership in a robotics concept group, circulating market value below 10 billion yuan, and a recent KDJ golden cross. The article presents the crossover as a possible sign of upward price movement and…
This indicator estimates smoothed momentum from the median of Heikin Ashi highs and lows. It applies a regularized exponential moving average to that price series, then measures the change in the smoothed value relative to its prior value. The curve’s…
This design document explains how NautilusTrader captures state-changing messages in a durable, ordered event log. Each run has its own sequence numbers, entries, and manifest; the log can be inspected, verified, or replayed to rebuild cache state. Captured…
This document describes a chart indicator that lets a trader place a horizontal trigger line at a chosen price. The line begins inactive; moving it on the chart activates it. When price reaches or crosses the level, the indicator can issue alerts, play a…
This document records a failure in a stock-ranking training module. The run loads 6,711 training rows, begins data and feature preparation, then stops with an IndexError while calculating maximum discounted cumulative gain. The traceback points to code that…
This document describes an adaptive trend indicator that evaluates multiple SuperTrend variants using different Average True Range multipliers. It scores their recent performance, groups the variants into three performance clusters using a k-means-inspired…
This research summary explains a monthly stock-selection factor built from news sentiment. It combines the direction of news evaluations with their volume by summing sentiment scores for each stock over the month. The factor is refined by retaining news…
This note describes a simple Chinese stock screen that selects companies classified in the metaverse theme, with a positive one-day price change, while excluding stocks on the STAR Market. It also adds a positive market-capitalization condition. The article…
A user questions a discrepancy between a stock’s reported historical prices and the value returned by a platform’s current-data function. For a Chinese-listed equity on one trading date, the user reports historical opening, closing, and low prices that…
This page summarizes momentum and reversal as opposing patterns in stock returns. Momentum describes the tendency for stocks with stronger past performance to continue outperforming weaker past performers; the note associates it with trend trading and…
This forum thread discusses futures brokers denying or threatening to revoke CTP quantitative trading access because VeighNa's risk controls may not meet newer requirements. A community contributor says an updated risk manager module adds support for the…
This Chinese equity screen first limits candidates to the metaverse sector. It then looks for stocks whose opening price is near or above the 10-day moving average, using a prior-close and prior-open comparison in the provided formula, and requires the…
This Chinese stock-selection strategy looks for shares in the beverage and alcohol import-export industry with a 14-period RSI below 65 and large-order net flow above 0.05 for at least three consecutive days. Its stated rationale is to combine a technical…
This Chinese equity screen combines three conditions: the opening price at 9:25 must be less than 6% above the previous close, the 20-day moving average must be above the 120-day average, and stocks are ranked by volume ratio, with the top 100 selected. The…
This indicator describes a rule for generating entry signals on Monday. It uses the HourOpenPos input to choose the hour when the signal is formed, then evaluates price movement from the previous day’s open through the current value. The document gives a…